Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period1 Hour (H1) 2022.07.01 00:00 - 2023.06.30 20:00 (2022.07.01 - 2023.07.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=11; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1;
Bars in test6556Ticks modelled25222071Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2267.24Gross profit2626.38Gross loss-359.14
Profit factor7.31Expected payoff56.68
Absolute drawdown109.59Maximal drawdown360.39 (3.52%)Relative drawdown3.52% (360.39)
Total trades40Short positions (won %)18 (94.44%)Long positions (won %)22 (77.27%)
Profit trades (% of total)34 (85.00%)Loss trades (% of total)6 (15.00%)
Largestprofit trade141.61loss trade-103.41
Averageprofit trade77.25loss trade-59.86
Maximumconsecutive wins (profit in money)32 (2570.65)consecutive losses (loss in money)3 (-92.64)
Maximalconsecutive profit (count of wins)2570.65 (32)consecutive loss (count of losses)-203.79 (2)
Averageconsecutive wins11consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.01 13:00buy10.100.677150.000000.00000
22022.07.01 13:00modify10.100.677150.667150.69115
32022.07.04 06:33buy20.100.684160.000000.00000
42022.07.04 06:33modify20.100.684160.677850.69115
52022.07.04 06:33modify10.100.677150.677850.69115
62022.07.04 07:21buy30.100.685570.000000.00000
72022.07.04 07:21modify30.100.685570.680650.69115
82022.07.04 07:21buy40.100.685570.000000.00000
92022.07.04 07:21modify40.100.685570.682050.69115
102022.07.04 07:21modify20.100.684160.682050.69115
112022.07.04 07:21modify10.100.677150.682050.69115
122022.07.04 07:21modify30.100.685570.682050.69115
132022.07.05 07:29s/l10.100.682050.682050.6911548.2410048.24
142022.07.05 07:29s/l20.100.682050.682050.69115-21.4810026.76
152022.07.05 07:29s/l30.100.682050.682050.69115-35.589991.18
162022.07.05 07:29s/l40.100.682050.682050.69115-35.589955.61
172022.07.11 13:00buy50.100.674430.000000.00000
182022.07.11 13:00modify50.100.674430.664430.68843
192022.07.17 23:39buy60.100.681440.000000.00000
202022.07.17 23:39modify60.100.681440.675130.68843
212022.07.17 23:39modify50.100.674430.675130.68843
222022.07.18 07:18buy70.100.682840.000000.00000
232022.07.18 07:18modify70.100.682840.677930.68843
242022.07.18 07:18buy80.100.682840.000000.00000
252022.07.18 07:18modify80.100.682840.679330.68843
262022.07.18 07:18modify60.100.681440.679330.68843
272022.07.18 07:18modify50.100.674430.679330.68843
282022.07.18 07:18modify70.100.682840.679330.68843
292022.07.19 08:02t/p50.100.688430.679330.68843136.9710092.58
302022.07.19 08:02t/p60.100.688430.679330.6884369.1410161.72
312022.07.19 08:02t/p70.100.688430.679330.6884355.5210217.24
322022.07.19 08:02t/p80.100.688430.679330.6884355.5210272.76
332022.08.05 13:00buy90.100.688940.000000.00000
342022.08.05 13:00modify90.100.688940.678940.70294
352022.08.08 07:11buy100.100.695940.000000.00000
362022.08.08 07:11modify100.100.695940.689640.70294
372022.08.08 07:11modify90.100.688940.689640.70294
382022.08.08 07:50buy110.100.697340.000000.00000
392022.08.08 07:50modify110.100.697340.692440.70294
402022.08.08 07:50buy120.100.697340.000000.00000
412022.08.08 07:50modify120.100.697340.693840.70294
422022.08.08 07:50modify100.100.695940.693840.70294
432022.08.08 07:50modify90.100.688940.693840.70294
442022.08.08 07:50modify110.100.697340.693840.70294
452022.08.10 12:30t/p90.100.702940.693840.70294138.8610411.62
462022.08.10 12:30t/p100.100.702940.693840.7029469.2410480.87
472022.08.10 12:30t/p110.100.702940.693840.7029455.2410536.11
482022.08.10 12:30t/p120.100.702940.693840.7029455.2410591.35
492022.08.10 13:00sell130.100.705070.000000.00000
502022.08.10 13:00modify130.100.705070.715070.69107
512022.08.17 07:20sell140.100.698060.000000.00000
522022.08.17 07:20modify140.100.698060.704370.69107
532022.08.17 07:20modify130.100.705070.704370.69107
542022.08.17 08:07sell150.100.696670.000000.00000
552022.08.17 08:07modify150.100.696670.701570.69107
562022.08.17 08:07sell160.100.696670.000000.00000
572022.08.17 08:07modify160.100.696670.700170.69107
582022.08.17 08:07modify140.100.698060.700170.69107
592022.08.17 08:07modify130.100.705070.700170.69107
602022.08.17 08:07modify150.100.696670.700170.69107
612022.08.18 06:41t/p130.100.691070.700170.69107141.6110732.96
622022.08.18 06:41t/p140.100.691070.700170.6910770.3810803.35
632022.08.18 06:41t/p150.100.691070.700170.6910756.4810859.83
642022.08.18 06:41t/p160.100.691070.700170.6910756.4810916.31
652022.09.02 15:00sell170.100.684780.000000.00000
662022.09.02 15:00modify170.100.684780.694780.67078
672022.09.04 21:00sell180.100.677730.000000.00000
682022.09.04 21:00modify180.100.677730.684080.67078
692022.09.04 21:00modify170.100.684780.684080.67078
702022.09.06 08:39sell190.100.676380.000000.00000
712022.09.06 08:39modify190.100.676380.681280.67078
722022.09.06 08:39sell200.100.676380.000000.00000
732022.09.06 08:39modify200.100.676380.679880.67078
742022.09.06 08:39modify180.100.677730.679880.67078
752022.09.06 08:39modify170.100.684780.679880.67078
762022.09.06 08:39modify190.100.676380.679880.67078
772022.09.07 01:44t/p170.100.670780.679880.67078140.4811056.80
782022.09.07 01:44t/p180.100.670780.679880.6707869.9811126.78
792022.09.07 01:44t/p190.100.670780.679880.6707856.1611182.94
802022.09.07 01:44t/p200.100.670780.679880.6707856.1611239.10
812022.09.09 08:00sell210.100.686030.000000.00000
822022.09.09 08:00modify210.100.686030.696030.67203
832022.09.13 13:00sell220.100.678970.000000.00000
842022.09.13 13:00modify220.100.678970.685330.67203
852022.09.13 13:00modify210.100.686030.685330.67203
862022.09.13 14:45sell230.100.677620.000000.00000
872022.09.13 14:45modify230.100.677620.682530.67203
882022.09.13 14:45sell240.100.677620.000000.00000
892022.09.13 14:45modify240.100.677620.681130.67203
902022.09.13 14:45modify220.100.678970.681130.67203
912022.09.13 14:45modify210.100.686030.681130.67203
922022.09.13 14:45modify230.100.677620.681130.67203
932022.09.14 06:03t/p210.100.672030.681130.67203140.4811379.59
942022.09.14 06:03t/p220.100.672030.681130.6720369.5611449.15
952022.09.14 06:03t/p230.100.672030.681130.6720356.0611505.21
962022.09.14 06:03t/p240.100.672030.681130.6720356.0611561.27
972022.09.28 07:00buy250.100.636630.000000.00000
982022.09.28 07:00modify250.100.636630.626630.65063
992022.09.28 10:21buy260.100.643650.000000.00000
1002022.09.28 10:21modify260.100.643650.637330.65063
1012022.09.28 10:21modify250.100.636630.637330.65063
1022022.09.28 13:44buy270.100.645030.000000.00000
1032022.09.28 13:44modify270.100.645030.640130.65063
1042022.09.28 13:44buy280.100.645030.000000.00000
1052022.09.28 13:44modify280.100.645030.641530.65063
1062022.09.28 13:44modify260.100.643650.641530.65063
1072022.09.28 13:44modify250.100.636630.641530.65063
1082022.09.28 13:44modify270.100.645030.641530.65063
1092022.09.28 15:53t/p250.100.650630.641530.65063140.0011701.27
1102022.09.28 15:53t/p260.100.650630.641530.6506369.8011771.07
1112022.09.28 15:53t/p270.100.650630.641530.6506356.0011827.07
1122022.09.28 15:53t/p280.100.650630.641530.6506356.0011883.07
1132022.12.13 14:00sell290.100.686520.000000.00000
1142022.12.13 14:00modify290.100.686520.696520.67252
1152022.12.15 08:30sell300.100.679490.000000.00000
1162022.12.15 08:30modify300.100.679490.685820.67252
1172022.12.15 08:30modify290.100.686520.685820.67252
1182022.12.15 09:00sell310.100.678120.000000.00000
1192022.12.15 09:00modify310.100.678120.683020.67252
1202022.12.15 09:00sell320.100.678120.000000.00000
1212022.12.15 09:00modify320.100.678120.681620.67252
1222022.12.15 09:00modify300.100.679490.681620.67252
1232022.12.15 09:00modify290.100.686520.681620.67252
1242022.12.15 09:00modify310.100.678120.681620.67252
1252022.12.15 15:09t/p290.100.672520.681620.67252140.6412023.72
1262022.12.15 15:09t/p300.100.672520.681620.6725269.7012093.42
1272022.12.15 15:09t/p310.100.672520.681620.6725256.0012149.42
1282022.12.15 15:09t/p320.100.672520.681620.6725256.0012205.42
1292023.01.31 11:00buy330.100.699050.000000.00000
1302023.01.31 11:00modify330.100.699050.689050.71305
1312023.01.31 18:35buy340.100.706050.000000.00000
1322023.01.31 18:35modify340.100.706050.699750.71305
1332023.01.31 18:35modify330.100.699050.699750.71305
1342023.02.01 04:36buy350.100.707470.000000.00000
1352023.02.01 04:36modify350.100.707470.702550.71305
1362023.02.01 04:36buy360.100.707470.000000.00000
1372023.02.01 04:36modify360.100.707470.703950.71305
1382023.02.01 04:36modify340.100.706050.703950.71305
1392023.02.01 04:36modify330.100.699050.703950.71305
1402023.02.01 04:36modify350.100.707470.703950.71305
1412023.02.01 19:53t/p330.100.713050.703950.71305139.6212345.04
1422023.02.01 19:53t/p340.100.713050.703950.7130569.6212414.66
1432023.02.01 19:53t/p350.100.713050.703950.7130555.8012470.46
1442023.02.01 19:53t/p360.100.713050.703950.7130555.8012526.26
1452023.02.03 14:00buy370.100.698050.000000.00000
1462023.02.03 14:00modify370.100.698050.688050.71205
1472023.02.06 14:26s/l370.100.688050.688050.71205-100.3812425.88
1482023.02.24 14:00buy380.100.674450.000000.00000
1492023.02.24 14:00modify380.100.674450.664450.68845
1502023.03.07 15:00s/l380.100.664450.664450.68845-103.4112322.47
1512023.06.14 15:00sell390.100.682980.000000.00000
1522023.06.14 15:00modify390.100.682980.692980.66898
1532023.06.14 18:07sell400.100.675960.000000.00000
1542023.06.14 18:07modify400.100.675960.682280.66898
1552023.06.14 18:07modify390.100.682980.682280.66898
1562023.06.15 05:47s/l390.100.682280.682280.668987.4812329.96
1572023.06.15 05:47s/l400.100.682280.682280.66898-62.7212267.24